Can I build a window to the side of my extension?

Yes, providing the following guidelines are applied;
Terraced and Semi-Detached Houses: Windows at ground floor level shall not be less than 1 metre from the boundary they face. Windows at above ground floor level shall not be less than 11m from the boundary they face. The above applies to terraced s/d dwellings.
Detached Houses: Where the dwelling is detached and the floor area of above ground floor extension is greater than 12sqm windows shall not be less than 11m from the boundary they face.